Pages that link to "Item:Q3917388"

The following pages link to Properties of Predictors for Autoregressive Time Series (Q3917388):

Displaying 32 items.

• Moment bounds and mean squared prediction errors of long-memory time series (Q366971) (← links)
• The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept (Q583802) (← links)
• Toward optimal multistep forecasts in non-stationary autoregressions (Q605867) (← links)
• Uniform moment bounds of Fisher's information with applications to time series (Q638801) (← links)
• Asymptotic bias of the least squares estimator for multivariate autoregressive models (Q1062707) (← links)
• The exact multi-period mean-square forecast error for the first-order autoregressive model (Q1118311) (← links)
• Mean squared prediction error in the spatial linear model with estimated covariance parameters (Q1206629) (← links)
• Bayesian long-run prediction in time series models (Q1899241) (← links)
• Does modeling a structural break improve forecast accuracy? (Q2295799) (← links)
• Inverse moment bounds for sample autocovariance matrices based on detrended time series and their applications (Q2341886) (← links)
• A note on mean squared prediction error under the unit root model with deterministic trend (Q2930888) (← links)
• Identification of TAR models using recursive estimation (Q3018537) (← links)
• Assessment of uncertainty in computer experiments from Universal to Bayesian Kriging (Q3077456) (← links)
• Forecast accuracy and effort: The case of US inflation rates (Q3096857) (← links)
• ESTIMATION OF THE MOVING-AVERAGE REPRESENTATION OF A STATIONARY PROCESS BY AUTOREGRESSIVE MODEL FITTING (Q3197165) (← links)
• COMPONENTS OF PREDICTION ERRORS FOR A STATIONARY PROCESS WITH ESTIMATED PARAMETERS (Q3313165) (← links)
• OPTIMALITY OF THE MAXIMUM LIKELIHOOD ESTIMATOR IN FIRST-ORDER AUTOREGRESSIVE PROCESSES (Q3359620) (← links)
• PROPERTIES OF PREDICTORS FOR MULTIVARIATE AUTOREGRESSIVE MODELS WITH ESTIMATED PARAMETERS (Q3471571) (← links)
• BIASES OF ESTIMATORS IN MULTIVARIATE NON-GAUSSIAN AUTOREGRESSIONS (Q3497073) (← links)
• Measuring the Advantages of Multivariate vs. Univariate Forecasts (Q3505336) (← links)
• PREDICTION ERRORS IN NONSTATIONARY AUTOREGRESSIONS OF INFINITE ORDER (Q3577701) (← links)
• The effects of model parameter deviations on the variance of a linearly filtered time series (Q3580163) (← links)
• ON RISSANEN'S LOWER BOUND ON THE ACCUMULATED MEAN-SQUARE PREDICTION ERROR (Q3768224) (← links)
• ON BOOTSTRAP PREDICTIVE INFERENCE FOR AUTOREGRESSIVE PROCESSES (Q4272768) (← links)
• Assessing Prediction Error in Autoregressive Models (Q4318465) (← links)
• MULTISTEP PREDICTION IN AUTOREGRESSIVE PROCESSES (Q4561953) (← links)
• ESTIMATION OF THE PREDICTION ERROR VARIANCE AND AN R²MEASURE BY AUTOREGRESSIVE MODEL FITTING (Q4696570) (← links)
• ASYMPTOTICALLY EFFICIENT MODEL SELECTION FOR PANEL DATA FORECASTING (Q4967795) (← links)
• Negative Moment Bounds for Stochastic Regression Models with Deterministic Trends and Their Applications to Prediction Problems (Q5072146) (← links)
• Optimal Sampling of Parametric Families: Implications for Machine Learning (Q5131174) (← links)
• On the stability of the geostatistical method (Q5935051) (← links)
• CLAR(1) point forecasting under estimation uncertainty (Q6067702) (← links)